Well...
There was an idea I had in mind. One of the Primarchs (possibly the leader of the 2nd legion) landed on a world where pony kind was enslaved by a ruling class of xeno's warlocks and sorcerers who used their vile magics to keep the ponies in check. Much like other Primarchs who ended up becoming the leaders of their respective worlds, this Primarch united the enslaved ponies together and launched a rebellion against the xeno wizards by using his own magical potential to help counter their own while training what few unicorns there were in magic to aid their brothers and sisters in arms.
In the end, he won... but the final battle cost his dearly. He dueled the last remaining leader of the xeno warlocks for hours before finally managing to strike it down... but with its dying breath it cursed him; While the Xeno Warlock believed that it was casting a forbidden spell that would destroy the soul of its victim, the effect it had was instead to sever the soul from the warp. This would have killed a lesser pony, but the Primarch survived... his ability to use magic in any way was destroyed, he can no longer dream when he sleeps, it is now rather hard for him to feel his emotions properly because they have become so muted and his presence causes those around him to feel at great unease (think the pony version of a Blank or worse, a pariah).
While his subjects greatly admire him for all that he did and are deeply saddened by the price he had to pay for their freedom, it fills them with sorrow that they can't stand to be in their rulers presence without feeling sickly and weak while wishing to flee or attack him.